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"Very Good indeed. The training was adjusted to the level of audience knowledge. I learned a lot and had fun. Keep doing it this way!"

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"Maximising Profits From Pharmaceutical Projects"

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Mercedes Benz

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NIKE

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The marcus evans financial training division is a market leading provider of practical and interactive training courses, tailored to the specific requirements of industry practitioners from the financial sector.

For over 20 years we have been developing courses of the highest calibre for industry practitioners. Our clients' increasing demands for high quality hands-on training, drives our focused output. Thorough research ensures their applicability to your current business concerns.

Training courses are being offered on a world-wide basis from our production offices across Europe, the US, Africa and the Asia-Pacific region. This international network affords a global view of emerging training needs in the most dynamic industries. We only use the world’s leading trainers who have been formally assessed and recommended by industry leaders. They all come equipped with many years of hands-on experience working at leading financial institutions. This ensures a unique teaching experience for the attendees.

Our public courses are also an ideal opportunity to meet and network with other industry professionals from leading financial institutions. In addition all of our courses can be delivered in-house at your premises. This enables you to customise the course content to match the specific requirements of your organisation.

  • Advanced KVA Training Course
    Understanding KVA and incorporating it into your business
    Central London 21-22 Apr 2015
  • Equity Structured Products: Pricing & Risk Management
    Gain an in-depth understanding of pricing and hedging complex structured products
    London 23-24 Apr 2015
  • Intraday Liquidity and FX Settlement Risk
    Understand the requirements of BCBS 248 and BCBS 229, how to meet them, and how to optimise your operations
    Central London 23-24 Apr 2015
  • Stochastic Dynamic Programming for the Energy Sector
    Implementing Stochastic Dynamic Programming for energy sector assets
    Central London 23-24 Apr 2015
  • Derivative Pricing For FVA, CVA and Capital: So-Called XVA Adjustments
    A holistic look at the practicalities of new pricing methodologies for derivatives
    Venue to be confirmed, Singapore 27-28 Apr 2015
  • Loan Level Stress Testing
    Impact, compliance, and how it affects your business
    New York City 27-28 Apr 2015
  • Advanced Stochastic Dynamic Programming for Energy Sector Assets
    Learn how Stochastic Dual DP can improve solve times by a factor of ten or more
    London 27-28 Apr 2015
  • Trading after the Volcker Rule
    Attaining up-to-date information on rules concerning fund ownership and prohibitions and exemptions to principal trading
    New York City 27 Apr 2015
  • Integrating Funds Transfer Pricing and ALM
    Examine how the construct and management of Funds Transfer Pricing (“FTP”) functions can distort the perception and realization of interest rate risk, liquidity risk and product profitability. Drawing on lessons from behavioral finance, the course will demonstrate how risk managers should be involved in the design and management of FTP processes….
    New York, NY 30 Apr-1 May 2015
  • Practical Model Validation
    Developing a holistic view of model validation by tackling challenges related to model validation from the technical, regulatory and management perspective.
    Central London 7-8 May 2015
  • Deposit Modelling
    Think critically about behavioral models for non-maturity deposits
    London 7-8 May 2015
  • VaR, Expected Shortfall, and Tail Risk
    Best market practices to estimate and measure tail risk
    London 7-8 May 2015
  • Energy Risks and Hedging Strategies using Derivatives
    A programme designed for professionals in the energy sector to provide them an insight into the present energy market, evolving market conditions, risks involved, hedging strategies, use of energy derivatives and hands-on understanding of hedge accounting framework under IFRS and US GAAP
    Central London 7-8 May 2015
  • Integrating Funds Transfer Pricing and ALM
    Examine how the construct and management of Funds Transfer Pricing (“FTP”) functions can distort the perception and realization of interest rate risk, liquidity risk and product profitability. Drawing on lessons from behavioral finance, the course will demonstrate how risk managers should be involved in the design and management of FTP processes….
    London 12-13 May 2015
  • Derivative Pricing For FVA, CVA and Capital: So-Called XVA Adjustments
    A holistic look at the practicalities of new pricing methodologies for derivatives
    Central London 18-19 May 2015
  • A Practitioner’s Short Course on Model Validation
    Practical guidance on Model Risk, Model Verification and Validation, and Model Rules and Regulators
    New York City 21-22 May 2015
  • VaR, Expected Shortfall, and Tail Risk
    Best market practices to estimate and measure tail risk
    New York City 21-22 May 2015
  • Bank Balance Sheet Optimisation under Basel 3
    Analyse case studies demonstrating some of the measures employed by banks to better manage and optimise their balance sheet
    Singapore 1-2 Jun 2015
  • Deposit Modeling
    Think critically about behavioral models for non-maturity deposits
    San Francisco, CA 4-5 Jun 2015
  • Integrating Funds Transfer Pricing & ALM
    Examine how the construct and management of Funds Transfer Pricing (“FTP”) functions can distort the perception and realization of interest rate risk, liquidity risk and product profitability. Drawing on lessons from behavioral finance, the course will demonstrate how risk managers should be involved in the design and management of FTP processes….
    San Francisco, CA 8-9 Jun 2015
  • Capital Management Under Basel III and Dodd-Frank
    Practical guidance in the regulation, supervision and management of capital for banks needing to deliver optimal Basel III and Dodd-Frank deliverables
    New York 11-12 Jun 2015
  • Fraud and Forensic Investigation
    Mastering strategies to investigate and combat fraudulent activities through effective enforcement of integrated control systems, data analysis and cutting edge forensic investigation techniques
    Venue to be confirmed, Sydney 18-19 Jun 2015
  • Tackling Inflation Derivatives
    Products, Models, Pricing and Risk Management
    Central London 22-23 Jun 2015
  • Forecasting of Energy Prices and Weather for Risk Management and Derivative Pricing
    Advanced models and econometric methods for forecasting energy prices and weather with case studies in the R open source programming language
    London 23-24 Jun 2015
  • Bank Balance Sheet Optimisation under Basel 3
    Analyse case studies demonstrating some of the measures employed by banks to better manage and optimise their balance sheet
    Hong Kong 23-24 Jun 2015
  • Comprehensive Balance Sheet Stress Testing
    Understand and deliver best practice stress testing for financial services firms
    New York 25-26 Jun 2015
  • Derivative Pricing For FVA, CVA and Capital: So-Called XVA Adjustments
    A holistic look at the practicalities of new pricing methodologies for derivatives
    New York City 25-26 Jun 2015
  • Basel III and Dodd-Frank Regulations in Liquidity Management
    A primer on practical guidance for financial institutions needing to deliver optimal Basel III and Dodd-Frank LCR and NSFR reporting across full balance sheet exposures
    New York City 13-14 Jul 2015
  • Deposit Modeling
    Think critically about behavioral models for non-maturity deposits
    San Antonio, TX 13-14 Jul 2015
  • Deposit Modeling
    Discover a comprehensive perspective on modeling non-maturity deposit behaviors that will change the way you use your Asset/Liability Management, Funds Transfer Pricing, Profitability and Stress Testing Models
    New York, NY 23-24 Jul 2015
  • Funds Transfer Pricing Workshop
    Examine how Funds Transfer Pricing plays a key role in modern bank performance measurement, capital allocation and balance sheet, market risk, and liquidity risk measurement and management.
    Singapore 31 Aug-1 Sep 2015
  • Stress Testing: A New Way of Thinking
    Build a sound and forward-looking stress framework while leveraging the existing best market practices to approach the problem
    Central London 14-15 Sep 2015
  • Funds Transfer Pricing Workshop
    A 2 day course examining how Funds Transfer Pricing plays a key role in modern bank performance measurement, capital allocation and balance sheet, market risk, and liquidity risk measurement and management.
    Hong Kong 12-13 Oct 2015
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